ISSN: 2225-8329
Open access
In deciding whether a bank has good quality or not, there is an assessment that can be done, namely by looking at the financial performance side. Financial performance looks at the financial statements held by the banking sector concerned and that is reflected in the information obtained in the financial statements and the financial performance assessment. According to Fahmi (2014), financial performance is an analysis conducted to see the extent to which a company has implemented by using the rules of financial implementation properly and correctly. The formulation of the problems to be tested in this study is: How abnormal stock returns in the private banking sector are listed on the Indonesia Stock Exchange in 2014-2017 using profitability factors (NPM and ROE) and leverage (DER and DR). and the purpose of the study was to find out abnormal stock returns in 16 banks in the private banking sector (Foreign Exchange National Private Commercial Banks) listed on the Indonesia Stock Exchange in 2014-2017. This research is a type of Hypothesis testing research, which is a study whose results are explained by testing hypotheses. To find out this, the research is done by calculating, namely: Cumulative Abnormal Return (CAR), calculating ratio NPM, ROE, DER, DR, and Regressions
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To cite this article: Solihati, G. P. (2019). Analysis of Factors Affecting Abnormal Return Stock in Private Banking Sector Registered in Indonesia Stock Exchange 2015-2017, International Journal of Academic Research in Accounting, Finance and Management Sciences 9 (2): 164-171.
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